The Cuba library offers a choice of four independent routines for
multidimensional numerical integration: Vegas, Suave, Divonne, and
Cuhre. They work by very different methods, first three are Monte Carlo
based. All four have a C/C++, Fortran interface and can integrate vector
integrands. Their invocation is very similar, so it is easy to substitute
one method by another for cross-checking. For further safeguarding, the
output is supplemented by a chi-square probability which quantifies the
reliability of the error estimate.